Rigging a wheel with multiple parts?
I'm afraid you'll have to re-organise the model quite a bit. 

I would start by hiding everything but the wheels. Then select all the wheel parts (A) and join them together (Ctrl-J). This will give you one object consisting of all the wheels.

Now switch to edit mode, select a wheel assembly (B or C) (make sure you can reach all the vertices, "limit selection to visible" should be unchecked, light colour) and use P→"Selection".
Repeat until you have 6 separate objects. 

Then, for each of these wheel assemblies, you'll have to set the origin to the center of the wheels. Easiest (for me): in object mode, select each wheel and use "object"→"transform"→"origin to geometry" (or animating them is going to be tricky).

Then you'll have to do the same for the wheel supports. Think about how different parts move in relation to the others, that'll give you a good indication on how to combine them (Parent-child relations). 

While you are working on such projects, use layers to organise the parts and hide parts you are not working on (by hiding the layer).